OGE Options History — July 2010 In July 2010, OGE traded between $18.09 and $20.48. ATM implied volatility averaged 24.3%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 0.7% (HV 20d: 23.6%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 2 of 21 trading days.
Notable Days 2010-07-15 : Highest Volume — 110 contracts2010-07-20 : Largest IV spike — 174.1% change2010-07-20 : Highest IV Rank — 34.2%2010-07-20 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.30 $18.09 $20.48 $18.09 $19.82 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 24.3% 14.7% 45.1% 15.8% 14.7% Expected Move 7.0% 4.2% 12.9% 4.5% 4.2% HV 20d 23.6% 20.5% 29.1% 29.1% 23.9% HV 60d 33.3% 32.2% 34.3% 32.2% 34.1% IV Rank 11.8% 4.2% 34.2% 4.2% 4.6% IV Percentile 57.4% 19.0% 94.8% 29.4% 19.0% VWIV 22.7% 16.0% 26.4% 25.8% 26.4% Bid-Ask Spread % 136.00 44.44 188.24 188.24 104.25 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.6K -6.5K 3.8K 3.8K -1.4K Net DEX -52.6K -87.2K 14.9K -52.0K -85.8K Net VEX -214 -541 -47 -146 -57 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 8.857 0 110 0 0 Total OI 154.286 46 212 46 212
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2010-07-01 $18.09 $17.50 15.8% 4.5% 29.1% 4.2% 0.0% 0.0% 0.0% 3.8K -52.0K -146 0.00 188.24 0 0 46 0 2010-07-02 $18.13 $17.50 20.6% 5.9% 23.0% 7.6% 25.8% 0.0% 0.0% 2.7K -50.6K -146 0.00 121.57 0 56 46 0 2010-07-06 $18.52 $17.50 16.4% 4.7% 23.9% 4.7% 0.0% 0.0% 0.0% -808 -38.1K -265 0.00 170.59 0 0 46 56 2010-07-07 $18.93 $17.50 40.4% 11.6% 24.8% 21.8% 0.0% 0.0% 0.0% -376 -30.1K -298 0.00 173.13 0 0 46 56 2010-07-08 $18.98 $17.50 41.3% 11.9% 23.8% 22.4% 0.0% 0.0% 0.0% -368 -30.9K -297 0.00 169.01 0 0 46 56 2010-07-09 $19.13 $17.50 42.1% 12.1% 21.7% 23.0% 0.0% 0.0% 0.0% -360 -33.7K -296 0.00 165.33 0 0 46 56 2010-07-12 $19.16 $17.50 42.9% 12.3% 21.7% 23.6% 0.0% 0.0% 0.0% -360 -34.7K -276 0.00 165.33 0 0 46 56 2010-07-13 $19.34 $17.50 17.2% 4.9% 21.8% 5.2% 0.0% 0.0% 0.0% -391 -73.3K -129 0.00 156.52 0 0 46 56 2010-07-14 $19.27 $17.50 16.2% 4.6% 20.5% 4.5% 16.0% 0.0% 0.0% -395 -74.0K -116 0.00 159.26 0 20 46 56 2010-07-15 $19.48 $17.50 20.8% 6.0% 20.7% 8.6% 26.4% 0.0% 0.0% -414 -57.0K -202 0.00 44.44 0 110 46 56 2010-07-16 $18.96 $17.50 17.1% 4.9% 22.5% 5.6% 0.0% 0.0% 0.0% -6.5K -38.5K -333 0.00 117.65 0 0 46 166 2010-07-19 $19.21 $17.50 16.4% 4.7% 23.0% 6.4% 0.0% 0.0% 0.0% -4.9K -57.3K -254 0.00 115.49 0 0 46 166 2010-07-20 $19.34 $17.50 45.1% 12.9% 22.8% 34.2% 0.0% 0.0% 0.0% -4.3K 14.9K -541 0.00 165.33 0 0 46 166 2010-07-21 $18.91 $17.50 32.3% 9.2% 23.4% 21.8% 0.0% 0.0% 0.0% -5.7K 12.6K -500 0.00 177.78 0 0 46 166 2010-07-22 $19.45 $17.50 17.6% 5.0% 25.2% 7.5% 0.0% 0.0% 0.0% -4.0K -65.0K -187 0.00 113.58 0 0 46 166 2010-07-23 $19.72 $17.50 19.0% 5.4% 25.3% 8.9% 0.0% 0.0% 0.0% -3.2K -70.8K -159 0.00 113.04 0 0 46 166 2010-07-26 $20.07 $17.50 15.9% 4.6% 25.4% 5.8% 0.0% 0.0% 0.0% -1.3K -86.4K -60 0.00 110.00 0 0 46 166 2010-07-27 $20.48 $17.50 22.2% 6.4% 25.8% 12.0% 0.0% 0.0% 0.0% -1.7K -83.9K -91 0.00 112.61 0 0 46 166 2010-07-28 $20.25 $17.50 20.6% 5.9% 23.7% 10.5% 0.0% 0.0% 0.0% -1.8K -82.8K -89 0.00 108.93 0 0 46 166 2010-07-29 $19.97 $17.50 15.1% 4.3% 24.1% 5.1% 0.0% 0.0% 0.0% -1.2K -87.2K -47 0.00 104.00 0 0 46 166 2010-07-30 $19.82 $17.50 14.7% 4.2% 23.9% 4.6% 0.0% 0.0% 0.0% -1.4K -85.8K -57 0.00 104.25 0 0 46 166
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